Published in HAL, 2025
This paper presents a semi-definite programming approach to solving POMDPs.
Recommended citation: Konstantin Avrachenkov, Lucas Gamertsfelder, Bernard Mourrain. (2024). " Weighted Moment-SoS approach to POMDPs with polynomial data ." HAL.
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Published in ArXiv, 2025
This paper establishes polynomial convergence rates for the generalized moment problem in both the optima and feasibility sets.
Recommended citation: Lucas Gamertsfelder, Bernard Mourrain. (2024). "The Effective Generalized Moment Problem." ArXiv.
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Published in International Journal of Control, 2024
This paper establishes convergence of sets of random occupational measures for discrete-time stochastic systems. It then applies it to the averaging of hybrid systems.
Recommended citation: Lucas Gamertsfelder. (2024). "On convergence of occupational measures sets of a discrete-time stochastic control system, with applications to averaging of hybrid systems." International Journal of Control.
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Published in Journal of Mathematical Analysis and Applications, 2022
This paper concerns the LP formulation of non-ergodic MDPs with time averaging and time discounting criteria.
Recommended citation: Konstantin Avrachenkov, Vladimir Gaitsgory, Lucas Gamertsfelder. (2022). "LP based upper and lower bounds for Cesaro and Abel limits of the optimal values in problems of control of stochastic discrete time systems." Journal of Mathematical Analysis and Applications. 512(1).
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Published in 2021 European Control Conference (ECC), 2021
This paper concerns the LP formulation of non-ergodic MDPs with time averaging and time discounting criteria.
Recommended citation: Konstantin Avrachenkov, Vladimir Gaitsgory, Lucas Gamertsfelder. (2021). "LP Based Bounds for Cesaro and Abel Limits of the Optimal Values in Non-ergodic Stochastic Systems." 2021 European Control Conference (ECC). 1(3).
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